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Parameter non-constancy in linear regression : applications of threshold regression and structural change models

Parameter non-constancy in linear regression : applications of threshold regression and structural change models
Paper図書
by Kenji Adachi.UMI[2010]<DM183-B23>
National Diet Library

Change-point estimators with the weighted objective function when estimating breaks one at a time

Change-point estimators with the weighted objective function when estimating breaks one at a time
Digital文書・図像類
田柳, 俊和, 黒住, 英司Graduate School of Economics, Hitotsubashi University2023-11-14
Available onlineOther Libraries in Japan

Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations

Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations
Paper文書・図像類
Leung, Ka Yui Charles, Ng, Cho Yiu Joe, Tang, Edward Chi HoThe Institute of Social and Economic Research, Osaka University2020-03Institute of Social and Economic Research Discussion Papers1081
Other Libraries in Japan

Do vertical spillovers differ by investors' productivity? Theory and evidence from Vietnam

Do vertical spillovers differ by investors' productivity? Theory and evidence from Vietnam
Paper文書・図像類
Ni, Bin, Kato, HayatoGraduate School of Economics, Osaka University2020-02Discussion Papers In Economics And Business20-05p.1-36
Other Libraries in Japan
  • Note (General)...ing endogenous structural breaks, we divide Asian investors in...

Financial Development, Structure and Growth : New Data, Method and Results

Financial Development, Structure and Growth : New Data, Method and Results
Digital文書・図像類
LUINTEL, Kul B, KHAN, Mosahid, LEON-GONZALEZ, Roberto, LI, GuangjieGRIPS Policy Research Center2016-03-31GRIPS Discussion PapersDP15-27
Other Libraries in Japan
  • Subject HeadingFinancial Structure Economic Growth Cointegration Bayesian Model Averaging Structural Breaks

The impact of monetary strategies on inflation persistence

The impact of monetary strategies on inflation persistence
Digital文書・図像類
Evžen Kočenda, Balázs VargaInstitute of Economic Research, Kyoto University2016-04KIER Discussion Paper938
Available onlineOther Libraries in Japan
  • Summary, etc....ed by existing structural breaks or the endogeneity of monetar...
  • Subject Heading... least squares structural breaks

How Large is the Demand for Money at the ZLB? Evidence from Japan

How Large is the Demand for Money at the ZLB? Evidence from Japan
Digital文書・図像類
Watanabe, Tsutomu, Yabu, TomoyoshiResearch Project on Central Bank Communication2019-09-20Working Papers on Central Bank Communication013
Other Libraries in Japan
  • Subject Heading... cointegration structural breaks zero lower bound welfare cost...

Model Selection Criteria in Multivariate Models with Multiple Structural Changes

Model Selection Criteria in Multivariate Models with Multiple Structural Changes
Digital文書・図像類
黒住, 英司, Tuvaandorj, PurevdorjInstitute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan
  • Summary, etc.... the number of structural breaks in multivariate regression mo...
  • Subject Headingstructural breaks AIC Mallows' Cp BIC informati...

On the Predictability of Japanese Stock Returns using Dividend Yield

On the Predictability of Japanese Stock Returns using Dividend Yield
Digital文書・図像類
青野, 幸平, 祝迫, 得夫Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2009-08-18
Available onlineOther Libraries in Japan

Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
Digital文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
Available onlineOther Libraries in Japan

周波数領域における時系列間の因果性の変化の検証に関して

周波数領域における時系列間の因果性の変化の検証に関して
Paper文書・図像類
木下, 亮, 大屋, 幸輔Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2014-02Discussion Papers In Economics And Business14-09p.1-29
Other Libraries in Japan
  • Subject Heading因果性測度 周波数領域 ECM モデル 構造変化 Causality Frequency domain Error correction model Structural breaks

Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks

Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
Digital文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
Available onlineOther Libraries in Japan

Testing for the Null Hypothesis of Cointegration with Structural Breaks

Testing for the Null Hypothesis of Cointegration with Structural Breaks
Paper文書・図像類
Arai, Yoichi, Kurozumi, Eiji日本経済国際共同センター2005-02Discussion paper series. CIRJE-FCIRJE-F-319
Other Libraries in Japan
  • Subject Heading... cointegration Structural breaks JEL Classification Numbers: C...

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